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Hypotheses

SOL Intraday Opening-Range Breakout Continuation, Long-Short (Binance USD-M, 1H, Session-Anchored 00:00 UTC, Flat End-of-Day, ATR-Buffered Entry, Discrete Capital-Capped)

A LONG-SHORT, single-instrument, pure-OHLCV INTRADAY SESSION-MOMENTUM continuation strategy on SOLUSDT.BINANCE USD-M perpetual using 1-HOUR bars. Each UTC day it anchors an OPENING RANGE over the first few hours from…

Hypothesis

A LONG-SHORT, single-instrument, pure-OHLCV INTRADAY SESSION-MOMENTUM continuation strategy on SOLUSDT.BINANCE USD-M perpetual using 1-HOUR bars. Each UTC day it anchors an OPENING RANGE over the first few hours from the 00:00 UTC daily/funding-clock boundary, then enters in the direction of the FIRST confirmed breakout of that range, rides the intraday continuation, and flattens by end of day. It deliberately combines the two empirically-strongest facts the factory has established: (1) intraday CONTINUATION on a……Show moreShow less

A LONG-SHORT, single-instrument, pure-OHLCV INTRADAY SESSION-MOMENTUM continuation strategy on SOLUSDT.BINANCE USD-M perpetual using 1-HOUR bars. Each UTC day it anchors an OPENING RANGE over the first few hours from the 00:00 UTC daily/funding-clock boundary, then enters in the direction of the FIRST confirmed breakout of that range, rides the intraday continuation, and flattens by end of day. It deliberately combines the two empirically-strongest facts the factory has established: (1) intraday CONTINUATION on a PROVEN asset — SOL is the second validated intraday-continuation instrument (its impulse-continuation sibling reached paper_stage ~0.69), so its clean high-beta directional thrusts continue; and (2) a trigger DISTINCT from the single-impulse-bar already used on SOL (a time-anchored opening-range break, capturing documented crypto session-momentum / Asia-US directional drives, rather than a magnitude-outlier bar) → a different trade population, lower correlation with the SOL impulse instance, genuinely additive. It targets SOL specifically because the impulse-continuation family's boundary is now mapped — it holds on ETH/SOL but FAILS on BTC (degrades forward), LINK, and XRP — so a proven asset (SOL) has a far higher prior than another BTC variant or a brand-new mechanism (every new mechanism this batch — funding carry, relative momentum, cross-venue — died). It avoids EVERY dead/blocked path: NOT funding-carry (the entire family is fee-dominated/event-sparse), NOT cross-venue (fee floor), NOT reversion (dead), NOT a daily-trend or relative-momentum majors-basket (correlated re-expressions of promoted AbsoluteMomentum), NOT options (engine), NOT HL intraday (~7-month data wall), NOT sub-1H (fee-dead), NOT a confluence/overlay (filters have degraded everything). It is distinct from the in-pipeline ETH opening-range-breakout (different asset) and the SOL impulse instance (different trigger). Fee-survivable (<=1 trade/day, flat end-of-day -> ~250 trades/yr, low fee incidence; a confirmed session break runs well past the ~0.10% RT) and validatable (SOL Binance USD-M deep 1H history -> ~1500 trades over ~6yr to populate the walk-forward). Engine-safe: discrete enter-once/exit-once, single position, hard-capped notional, no continuous rebalance/vol-scaling. Three core parameters.

Backtest and paper results are hypothetical. Trading involves risk of loss.